Option Open Estimator

Connection

Your private API Worker URL

App access PIN (set by you during setup)

Your INDstocks token belongs on the private Worker only. Do not paste it into this app or share it in chat.

Not connected.

Option contract

Underlying type

Exchange

Underlying name (for your reference)

Underlying security ID

Expiry date

Strike price

Option type

Strikes around ATM

Pre-open indicative underlying price (IEP)

Examples: NIFTY 50 security ID 40000001 (INDEX); RELIANCE security ID 2885 (EQUITY). Confirm the correct ID and expiry for the selected contract.

Waiting for input.

Estimate

Low estimate—

Base estimate—

High estimate—

Previous option close—

Underlying previous/current LTP—

Delta / Gamma—

Theta / IV—

Best bid / ask—

Option LTP (reference only)—

What this estimate means

The estimate uses the previous option close plus Delta × underlying price change, Gamma × half the squared price change, and one approximate Theta day. Low/high values are sensitivity bands, not guaranteed opening prices. Overnight IV changes, opening order imbalance, spread, liquidity and price gaps can materially change the result.

The INDstocks option-chain API documents live LTP, previous close, bid/ask, IV and Greeks. It does not document a pre-open IEP field in the option-chain response. Enter a verified IEP manually; the app will not substitute a live LTP and call it a pre-open price.